Foreign Listed Hedge Funds
are trading at ridiculous discounts (ala closed-end funds in the US) right now. Third Point is trading at a 30% discount to NAV (and...
Four Factors and Two Regimes – Performance in Up and Down Markets
CXO summaries the paper "The Effect of Market Regimes on Style Allocation", by Manuel Ammann and Michael Verhofen:
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World Beta is Moving!!
After growing increasinly frustrated with Blogger, I have decided to move my blog over to the WordPress Platform. Since someone is squatting on worldbeta.com...
Quantitative Strategies for Achieving Alpha
This is a great intro book to factor based stock screening - Quantitative Strategies for Achieving Alpha by Richard Tortoriello.
I would place Greenblatt's...
Being Right or Making Money
This is one of the major problems I have with investing commentary (more here). There are so many blogs, reporters, and portfolio...
On the Nature and Origins of Trendfollowing & Social Investing Sites
Covel has a nice article posted on his site by one of the original Turtles - "On the Nature and Origins of Trendfollowing". ...
Hedge Funds (Indexes) and FOFs – Who Needs Them?
Will 2008 be remembered as the year that dealt a death blow to hedge fund of funds (FOFs) and hedge fund indexes? I...
Hedge Fund Best Ideas and Consensus Follow-Up
In late 2006 I proposed tracking a portfolio of 10 hedge fund managers I considered to be great stockpickers. It sounded good to...
An update to the Gold Miners / Bullion Ratio Analysis
In February of '08 I wrote an article titled "When is it Time to Buy Gold Stocks?".
Please read that post for background info as...
Inside ETFs Conference
I'll be speaking at the Inside ETFs Conference next week. If you are in Miami or Boca Raton (or going to the conference)...
